+222.9%
SAP vs ATI
+1,119.3%
-896.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +0.9% |
| 7D | +1.6% | +6.0% | -4.4% | +0.6% |
| 30D | +10.5% | -3.6% | +14.2% | +10.7% |
| 3M | +15.2% | -18.9% | +34.0% | +18.2% |
| 6M | +36.7% | +16.7% | +20.0% | +31.4% |
| YTD | -0.6% | +61.1% | -61.6% | -10.1% |
| 1Y | -4.1% | +89.3% | -93.4% | -15.8% |
| 3Y | +73.2% | +333.3% | -260.1% | +28.5% |
| 5Y | +74.1% | +954.5% | -880.4% | +9.5% |
| 10Y | +222.9% | +1,067.0% | -844.1% | +94.8% |
| All | +222.9% | +1,119.3% | -896.4% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling